I am not talking about being plugged into a router unless oyu are talking about a router built into the phone..

Actually that is what I was wondering.. I was hoping the phone was assigned an IP address from AT&T and then when I tether I am assigned a IP address from the phone.

I know you weren't talking about that which is why I corrected the other guy.

And no, the IP address that your phone is assigned is the one your computer uses. There are no additional routing processes involved.

There is no easy solution to your problem unfortunately. The easiest one would be for you to use a different provider for mobile broadband. The other, but far more difficult solution would be to request to your company IT department that they change the public IP address of their VPN concentrator to allow you to connect whilst you're mobile. I highly doubt they will do that (depending on the size of your company), so I would be prepared to do something different yourself.